-9.2%
STM vs MSCI
+4.7%
-13.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +6.4% |
| 7D | -5.6% | +1.5% | -7.0% | -6.3% |
| 30D | -14.4% | +14.4% | -28.8% | -19.8% |
| 3M | -20.5% | +15.2% | -35.7% | -26.1% |
| 6M | -24.5% | +11.2% | -35.7% | -30.3% |
| YTD | +72.7% | +13.9% | +58.8% | +55.4% |
| 1Y | +91.0% | +12.5% | +78.5% | +72.9% |
| 3Y | +13.5% | +32.3% | -18.8% | -12.0% |
| 5Y | -9.2% | +4.9% | -14.1% | -25.2% |
| All | -9.2% | +4.7% | -13.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling